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arxiv: 0907.1404 · v3 · pith:VPAICHAKnew · submitted 2009-07-08 · 🧮 math.DS · math.PR

Almost sure invariance principle for dynamical systems by spectral methods

classification 🧮 math.DS math.PR
keywords almostassumptiondynamicalinvarianceprincipleprocessesspectralstrong
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We prove the almost sure invariance principle for stationary R^d--valued processes (with dimension-independent very precise error terms), solely under a strong assumption on the characteristic functions of these processes. This assumption is easy to check for large classes of dynamical systems or Markov chains, using strong or weak spectral perturbation arguments.

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